I have never seen this film (but I will watch it soon!) so I cannot comment on the film itself. However, I do get a sense of what Michael Moore, the film's director, is trying to say.
If you read the Gospels, you'll find Jesus' concern was not with the political systems of the day. Jesus was primarily concerned with spiritual redemption rather than political renewal. Interestingly, it was for this reason why many Jews did not receive Him; Jesus was not the political conqueror they thought he would be. So I don't think Jesus would be too concerned about capitalism as political system. I think he would be more concerned about the selfish accumulation of wealth, i.e. consumerism/materialism, which is an issue of the heart.
Theologian John Stott sums up Jesus’ teaching this way: “What Jesus forbids his followers is the selfish accumulation of goods; extravagant and luxurious living; the hardheartedness which does not feel the colossal need of the world’s under-privileged people; the foolish fantasy that a person’s life consists in the abundance of his possessions; and the materialism which tethers our hearts to the earth.” (read the rest of the article from CPYU here)
The problem with consumerism/materialism is that it goes against the entire message of the Bible, which tells us that our identity comes not from material ownership, but from being a child of God (Eph. 5:1) and that our joy comes not from possessions, but from knowing Jesus Christ (Ps. 37:4). Here are only some of the things Jesus said regarding materialism:
Matthew 19:21-26
Jesus said to him, “If you wish to be complete, go and sell your possessions and give to the poor, and you will have treasure in heaven; and come, follow Me.” But when the young man heard this statement, he went away grieving; for he was one who owned much property. And Jesus said to His disciples, “Truly I say to you, it is hard for a rich man to enter the kingdom of heaven. “Again I say to you, it is easier for a camel to go through the eye of a needle, than for a rich man to enter the kingdom of God.” When the disciples heard this, they were very astonished and said, “Then who can be saved?” And looking at them Jesus said to them, “With people this is impossible, but with God all things are possible.”
Mark 4:19
But the worries of the world, and the deceitfulness of riches, and the desires for other things enter in and choke the word, and it becomes unfruitful.
Mark 8:36
For what does it profit a man to gain the whole world, and forfeit his soul?
Summarily, Jesus' way of influencing others was to deal with the heart rather than big systems. Indeed he spoke to rulers and the cultural elites of his day, but he always addressed heart issues such as consumerism. If he were to reappear, I am certain Jesus would preach the same message as he preached 2000 years ago: "No servant can serve two masters, for either he will hate the one and love the other, or he will be devoted to the one and despise the other. You cannot serve God and money" (Luke 16:13)
